+174.6%
ARM vs PH
+139.9%
+34.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.9% | +2.1% |
| 7D | -15.2% | +2.0% | -17.2% | -16.6% |
| 30D | -40.7% | -3.7% | -37.0% | -38.4% |
| 3M | -39.1% | -14.0% | -25.1% | -29.7% |
| 6M | -26.4% | +2.1% | -28.5% | -27.2% |
| YTD | +59.7% | +5.1% | +54.7% | +53.1% |
| 1Y | +10.3% | +10.9% | -0.6% | +0.3% |
| 3Y | +228.9% | +132.9% | +95.9% | +60.5% |
| All | +174.6% | +139.9% | +34.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling